+68.1%
NTAP vs CPB
-18.4%
+86.6%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +5.9% | -7.6% | -1.2% |
| 7D | -16.1% | +13.0% | -29.1% | -15.5% |
| 30D | -15.9% | +20.5% | -36.5% | -15.3% |
| 3M | -1.2% | +2.2% | -3.4% | 0.0% |
| 6M | +70.1% | +15.4% | +54.7% | +67.3% |
| YTD | +77.9% | -12.3% | +90.3% | +82.5% |
| 1Y | +68.1% | -18.0% | +86.1% | +72.3% |
| All | +68.1% | -18.4% | +86.6% | +72.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded CPB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling